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GMM estimation of linear panel data models with time-varying individual effects

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Author Info
Ahn, Seung Chan
Hoon Lee, Young
Schmidt, Peter

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File URL: http://www.sciencedirect.com/science/article/B6VC0-42C79XY-2/2/50ae8e125321edcfa4ba2f4b115a6ebf
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 101 (2001)
Issue (Month): 2 (April)
Pages: 219-255
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Handle: RePEc:eee:econom:v:101:y:2001:i:2:p:219-255

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  1. Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  2. Pesaran, M. Hashem, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers 1240, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  3. Laura Serlenga & Yongcheol Shin, 2004. "Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors," ESE Discussion Papers 105, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
  4. Céline Nauges & Alban Thomas, 2003. "Consistent estimation of dynamic panel data models with time-varying individual effects," Annales d'Economie et de Statistique, ADRES, issue 70, pages 03, Avril-Jui. [Downloadable!]
  5. Alban Thomas, 2002. "Consistent estimation of discrete-choice models for panel data with multiplicative effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-2, International Conferences on Panel Data. [Downloadable!]
  6. Philippe De Vreyer & Javier Herrera & Sandrine Mesplé-Somps, 2005. "Consumption growth and spatial poverty traps: an analysis of the effect of social services and community infrastructures on living standards in rural Peru," Ibero America Institute for Econ. Research (IAI) Discussion Papers 124, Ibero-America Institute for Economic Research. [Downloadable!]
  7. Tom Wansbeek & Erik Meijer, 2007. "Comments on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 33-36, May. [Downloadable!] (restricted)
  8. Seung C. Ahn & Young H. Lee & Peter Schmidt, 2006. "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers 0702, University of Crete, Department of Economics. [Downloadable!]
  9. Seung Ahn & Young Lee & Peter Schmidt, 2007. "Stochastic frontier models with multiple time-varying individual effects," Journal of Productivity Analysis, Springer, vol. 27(1), pages 1-12, February. [Downloadable!] (restricted)
  10. M. Hashem Pesaran, 2003. "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  11. Jee-Seon Kim & Edward Frees, 2006. "Omitted Variables in Multilevel Models," Psychometrika, Springer, vol. 71(4), pages 659-690, December. [Downloadable!] (restricted)
  12. M. Hashem Pesaran, 2004. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  13. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers 77, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  14. Yongcheol Shin & Laura Serlenga, 2007. "Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 361-381. [Downloadable!]
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